Application of Machine Learning to Financial Time Series Analysis

This multidisciplinary thesis investigates the application of machine learning to financial time series analysis. The research is motivated by the following thesis question: ‘Can one improve upon the state of the art in financial time series analysis through the application of machine learning?’ The work is split according to the following time series trichotomy: 1) characterization — determine the fundamental properties of the time series; 2) modelling — find a description that accurately captures features of the long-term behaviour of the system; and 3) forecasting — accurately predict the short-term evolution of the system

C provenance semantics: examples

This note discusses the design of provenance semantics for C, looking at a series of examples. We consider three variantsof the provenance-not-via-integer (PNVI) model: PNVI plain, PNVI address-exposed (PNVI-ae) and PNVI address-exposeduser-disambiguation (PNVI-ae-udi), and also the provenance-via-integers (PVI) model. The examples include those of ExploringC Semantics and Pointer Provenance [POPL 2019] (also available as ISO WG14 N2311 http://www.open-std.org/jtc1/sc22/wg14/www/docs/n2311.pdf), with several additions. This is based on recent discussion in the C memory object model study group. Itshould be read together with the two companion notes, one giving detailed diffs to the C standard text (N2362), and anothergiving detailed semantics for these variants (N2364)

Management Ideologies and Organizational Spirituality: a Typology

The topic of spirituality is gaining an increasing visibility in organization studies. It is our contention that every theory of organization is a theory of organizational spirituality. Based on Barley and Kunda’s 1992 Administrative Science Quarterly article, we discuss the evolution of management theories as spirituality theories. From such analysis, we suggest that there may be both a meaningful/liberating and an instrumental/exploitative side in the relationship between organizations and spirituality. Such a possibility is illustrated with a typology that advances four possible types of organizations regarding spirituality: the soulful organization, the holistic organization, the ascetic organization, and the professional organization. The expression of spirituality in each of these forms is discussed with the aim of contributing to a theoretically-based analysis of organizational spirituality.N/

C provenance semantics: examples

This note discusses the design of provenance semantics for C, looking at a series of examples. We consider three variantsof the provenance-not-via-integer (PNVI) model: PNVI plain, PNVI address-exposed (PNVI-ae) and PNVI address-exposeduser-disambiguation (PNVI-ae-udi), and also the provenance-via-integers (PVI) model. The examples include those of ExploringC Semantics and Pointer Provenance [POPL 2019] (also available as ISO WG14 N2311 http://www.open-std.org/jtc1/sc22/wg14/www/docs/n2311.pdf), with several additions. This is based on recent discussion in the C memory object model study group. Itshould be read together with the two companion notes, one giving detailed diffs to the C standard text (N2362), and anothergiving detailed semantics for these variants (N2364)

A Provenance-aware Memory Object Model for C

Draft Technical Specification, proposed to the national bodies for standardizationInternational audienc